On a gmanova model likelihood ratio test criterion
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 15 (11) , 3419-3427
- https://doi.org/10.1080/03610928608829318
Abstract
For the generalized MANOVA (GMANOVA) model of Potthoff and Roy (1964), X = BξA + E, Khatri (1966) derives the likelihood ratio test criterion for test-ing the composite double linear null hypothesis CξV = 0, C,V known. This criterion plays an important role in statistics, and several authors have recently studied its further properties. However, Khatri's (1966) de-reviation of the distribution of this criterion is involved. By noting that the GMANOVA model is re-stricted MANOVA model, this paper presents an alter-native simple derivation of the distribution of this criterion. The derivation is based on the generalized Sverdrup's lemma, Kabe (1965).Keywords
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